Anic Equity¶

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Total return since start: 0.603 %¶

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Equity now: -----------------------------> 48969.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42286.21 Kr¶

PnL: ---------------------------------------> -147.07 Kr¶

DD now: ---------------------------------> -7.813 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 12:49:56.701753'

Anic Portfolio¶

Today¶

Return: -0.676 %¶

This Week¶

Return: -0.676 %¶

Total portfolio value¶

Return including deposits: 60.315 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.160000 1663.920000 196.380000 13.380000 1467.540000
Hoist Finance 35 2.330000 1001.000000 22.750000 2.330000 978.250000
Orrön Energy 180 0.840000 2057.400000 19.800000 0.970000 2037.600000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
BioGaia B 8 1.470000 941.600000 13.600000 1.470000 928.000000
JM 6 1.460000 874.800000 12.600000 1.460000 862.200000
Catena 2 1.570000 802.000000 12.400000 1.570000 789.600000
Sagax B 4 1.170000 862.000000 10.000000 1.170000 852.000000
Atrium Ljungberg B 5 0.860000 941.000000 8.000000 0.860000 933.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Platzer Fastigheter Holding B 12 0.630000 964.800000 6.000000 0.630000 958.800000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
ASSA ABLOY B 3 0.420000 780.300000 3.300000 0.420000 777.000000
EQT 4 0.190000 831.200000 1.600000 0.190000 829.600000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
SKF B 5 -0.110000 937.000000 -1.000000 -0.110000 938.000000
Hexatronic Group 12 -0.470000 960.000000 -4.560000 -0.470000 964.560000
Byggmax Group 33 -0.690000 947.760000 -6.600000 -0.690000 954.360000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
OX2 13 -0.890000 939.250000 -8.450000 -0.890000 947.700000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
Alimak Group 11 -1.780000 909.700000 -16.500000 -1.780000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Addnode Group B 11 -2.630000 894.300000 -24.200000 -2.630000 918.500000
Latour B 4 -3.180000 828.000000 -27.200000 -3.180000 855.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Indutrade 5 -2.920000 1179.000000 -35.500000 -2.920000 1214.500000
Hexagon B 26 -1.210000 3409.900000 -41.600000 -1.210000 3451.500000
Vitec Software Group B 2 -3.870000 1042.000000 -42.000000 -3.870000 1084.000000
Bufab 3 -4.830000 1053.000000 -53.400000 -4.830000 1106.400000
BHG Group 97 -4.800000 1386.130000 -68.870000 -4.730000 1455.000000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
TOTAL 42286.210000 -147.070000 -7.81347% 42433.280000

Updated:¶

'2023-07-03 12:50:13.386160'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶